-34.3%
TLT vs HCA
+69.3%
-103.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.9% |
| 7D | -0.3% | +4.9% | -5.2% | -0.6% |
| 30D | 0.0% | +1.9% | -1.9% | -0.2% |
| 3M | -2.9% | +12.7% | -15.6% | -3.7% |
| 6M | -6.3% | -22.3% | +16.1% | -4.8% |
| YTD | -3.3% | -9.3% | +6.0% | -2.9% |
| 1Y | -4.2% | +2.7% | -6.9% | -4.8% |
| 3Y | -1.7% | +57.8% | -59.5% | -5.5% |
| All | -34.3% | +69.3% | -103.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling